Concentration of capital—the product form of the Law of Large Numbers in L1

Let X 1, X 2,… be i.i.d. copies of a non-negative real random variable X having continuous distribution and such that EX(ln X) 3

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Bibliographic Details
Published in:Statistics & probability letters 2001-11, Vol.55 (2), p.159-162
Main Author: Oleszkiewicz, Krzysztof
Format: Article
Language:English
Subjects:
Distribution theory
Exact sciences and technology
Mathematics
Median
Median The Law of Large Numbers Products of the independent random variables
Probability and statistics
Probability theory and stochastic processes
Products of the independent random variables
Sciences and techniques of general use
The Law of Large Numbers
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Summary:Let X 1, X 2,… be i.i.d. copies of a non-negative real random variable X having continuous distribution and such that EX(ln X) 3
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(01)00095-5